+25.7%
C vs XLU
+1.0%
+24.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +4.2% | +2.1% | +2.1% | +4.1% |
| 30D | +2.0% | +5.6% | -3.6% | +1.9% |
| 3M | -10.1% | +0.7% | -10.9% | -10.4% |
| 6M | +1.0% | -0.1% | +1.0% | +0.6% |
| YTD | +8.5% | +5.3% | +3.2% | +6.9% |
| 1Y | +25.7% | +2.2% | +23.6% | +24.5% |
| All | +25.7% | +1.0% | +24.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling